-5.2%
VSAT vs FIVE
+596.6%
-601.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +5.6% | +10.7% | +14.2% |
| 7D | +0.4% | +6.2% | -5.8% | -1.9% |
| 30D | +3.3% | +18.2% | -14.9% | -3.1% |
| 3M | -7.5% | +3.8% | -11.3% | -9.4% |
| 6M | +6.2% | +13.7% | -7.5% | -0.8% |
| YTD | +115.8% | +34.7% | +81.1% | +89.5% |
| 1Y | +107.7% | +66.6% | +41.0% | +68.3% |
| 3Y | +292.0% | +44.3% | +247.8% | +211.6% |
| 5Y | +35.3% | +18.8% | +16.5% | +10.7% |
| 10Y | -5.2% | +569.2% | -574.4% | -54.7% |
| All | -5.2% | +596.6% | -601.8% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling